into whatever directory you will be writing from, and that these
files don't necessarily go to a folder in your TeX distribution. I
installed into a temporary working directory and the main.tex
compiled fine with TeXShop.

That will work (as you discovered), but it's probably better to
install into

/Users/<username>/Library/texmf/tex/latex

i.e., so that you then have all the files located in

/Users/<username>/Library/texmf/tex/latex/sjlatex

That way, they'll be available from any project you're working on.
In fact, that's really where you should put all LaTeX packages you
install (see Q4 under http://tug.org/mactex/faq/ for more information).